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Coblenz

M. Sc. Maximilian Coblenz

Room: B 5.24
Phone: +49 721 608-44534
coblenzOmm4∂kit edu

Building 01.87



Consultation hours

  • on Tuesdays from 14:00 to 15:00 (registration by E-Mail)

Research interest

  • Copulas
  • Machine Learning
  • Complex Systems Science

Curriculum vitae (short version)

since 07/15 Research and Teaching Assistant at the Institute of Operations Research (IOR), Chair Prof. Dr. Oliver Grothe
08/17 - 10/17
Visiting PhD Student, Department of Statistics and Actuarial Science, University of Waterloo
05/13 - 06/15 Landesbank Baden-Württemberg, Group Risk Control
04/11 - 04/13 Economics Engineering, KIT (degree: M. Sc., with Distinction)
09/11 - 09/12 Finance and Investment, University of Nottingham (degree: M. Sc., with Distinction)
10/07 - 03/11 Business Engineering, KIT (degree: B. Sc.)
10/06 - 09/07
Physics, KIT
2006 Abitur (university entrance qualification), Humboldt Gymnasium Karlsruhe

Publications

  • Coblenz, M., Dyckerhoff, R., Grothe, O.: „Nonparametric Estimation of Multivariate Quantiles". Environmetrics, 2018

      Codes can be found here.

  • Teschner, F., Coblenz, M., Weinhardt, C.: „Short-Selling in Prediction Markets". The Journal of Prediction Markets 5(2): 14-31, 2011

Conferences and Talks

    • 17.12.2017: Nonparametric estimation of multivariate quantiles in small sample sizes, 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017), University of London, UK
    • 18.09.2017: Multivariate Quantiles: Nonparametric Estimation and Applications to Risk Management, Seminar Department of Statistics and Actuarial Science, University of Waterloo, Canada
    • 03.07.2017: The Length of Copula Level Curves, Copulas and Their Applications - To commemorate the 75th birthday of Professor Roger B. Nelsen, University of Almeria, Spain
    • 30.05.2017: Nonparametric Estimation of Multivariate Quantiles, Seminar Department of Mathematics, University of Oslo, Norway

    Teaching

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